+210.6%
ET vs RY
+123.4%
+87.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.5% | +0.6% | +2.0% | +2.2% |
| 30D | -2.5% | +5.0% | -7.5% | -5.0% |
| 3M | -4.9% | -5.3% | +0.5% | -2.5% |
| 6M | -0.1% | +13.8% | -13.9% | -7.5% |
| YTD | +26.2% | +21.0% | +5.3% | +12.5% |
| 1Y | +25.2% | +40.5% | -15.3% | +1.8% |
| 3Y | +84.2% | +159.7% | -75.5% | -0.9% |
| All | +210.6% | +123.4% | +87.2% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling